Financial Markets and Investment Strategies

Field	Economics, Econometrics and Finance
Subfield	Finance
Domain	Social Sciences
OpenAlex	T10047

Smeal faculty

• Charles Cao - score 20.0
• Stephen Lenkey - score 18.0
• Mihail Velikov - score 18.0
• Joel M. Vanden - score 16.0
• Timothy T. Simin - score 15.0
• Orie E. Barron - score 13.0
• Steven J. Huddart - score 12.0
• Giang Nguyen - score 12.0
• Bharadwaj Kannan - score 8.0
• Phong Truong - score 7.0
• Eva Maria Steiner - score 7.0
• Jingzhi Huang - score 6.0
• Chris J. Muscarella - score 6.0
• Kai Du - score 5.0
• William Kracaw - score 5.0
• Liang Peng - score 5.0
• Dan Givoly - score 4.0
• Anh Le - score 4.0
• James A. Miles - score 4.0
• Henock Louis - score 3.0
• Charles Whiteman - score 3.0
• Karl A. Muller - score 2.0
• Jed Neilson - score 2.0
• Michael Rosenberg - score 2.0
• Mehmet Ihsan Canayaz - score 2.0
• Matthew Gustafson - score 2.0
• David Haushalter - score 2.0
• Frederick Hood - score 2.0
• Stefan M. Lewellen - score 2.0
• Dennis P. Sheehan - score 2.0

Papers

• A Taxonomy of Anomalies and Their Trading Costs (2015) - cites 647
• What insiders know about future earnings and how they use it: Evidence from insider trades (2003) - cites 626
• Spurious Regressions in Financial Economics? (2003) - cites 573
• Informational content of option volume prior to takeovers (2005) - cites 404
• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - cites 371
• Information Asymmetry and Cross‐sectional Variation in Insider Trading* (2007) - cites 338
• Can hedge funds time market liquidity? (2013) - cites 303
• Public Disclosure and Dissimulation of Insider Trades (2001) - cites 303
• Insider Trading and the Exploitation of Inside Information: Some Empirical Evidence (1985) - cites 297
• Calculators, Lemmings or Frame-Makers? The Intermediary Role of Securities Analysts (2007) - cites 280
• Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research* (2011) - cites 275
• Jeopardy, non-public information, and insider trading around SEC 10-K and 10-Q filings (2006) - cites 273
• The information content of an open limit‐order book (2008) - cites 259
• Do individual investors learn from their trading experience? (2008) - cites 253
• Disclosure requirements and stock exchange listing choice in an international context (1999) - cites 233
• Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000) - cites 231
• Differential Interpretations and Trading Volume (1999) - cites 228
• A simple test of Baron's model of IPO underpricing (1989) - cites 224
• Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence (2008) - cites 205
• Stock splits: Signaling or liquidity? The case of ADR ‘solo-splits’ (1996) - cites 185
• The alpha factor asset pricing model: A parable (1999) - cites 174
• Information distribution within firms: evidence from stock option exercises (2002) - cites 165
• Tick Size, Spread, and Volume (1996) - cites 161
• Habit formation: a resolution of the equity premium puzzle? (2002) - cites 153
• Informational Content of Option Volume Prior to Takeovers (2005) - cites 151
• Market uncertainty and the importance of media coverage at earnings announcements (2019) - cites 141
• Investor Inattention and the Market Reaction to Merger Announcements (2010) - cites 139
• Year-End Tax-Induced Sales and Stock Market Seasonality (1983) - cites 138
• A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001) - cites 135
• The pricing of equity offerings (1991) - cites 130